Anic Equity

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Total return since start: 0.6 %

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Equity now: -----------------------------> 48867.81 Kr

Max Equity ever reached: ------------> 53120.35 Kr

Portfolio value: --------------------------> 44806.6 Kr

PnL: ---------------------------------------> -249.4 Kr

DD now: ---------------------------------> -8.005 %

Max portfolio DD since start: ----> -13.025 %

Updated:

'2023-07-04 09:00:39.979528'

Anic Portfolio

Today

Return: -0.011 %

This Week

Return: -0.883 %

Total portfolio value

Return including deposits: 59.981 %

Benchmark comparison

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings

	volume	changePercent	value	profit	profitPercent	acquiredValue
name
Hennes & Mauritz B	9	0.000000	1660.860000	191.860000	13.060000	1468.999998
Sedana Medical	93	0.000000	2568.660000	47.660000	1.890000	2521.000011
Hoist Finance	35	0.000000	1004.500000	24.500000	2.500000	980.000000
Atrium Ljungberg B	5	0.000000	952.500000	17.500000	1.870000	935.000000
JM	6	0.000000	877.800000	13.800000	1.600000	864.000000
Orrön Energy	180	0.000000	2056.500000	13.500000	0.660000	2043.000000
Sagax B	4	0.000000	866.800000	12.800000	1.500000	854.000000
Catena	2	0.000000	803.200000	11.200000	1.410000	792.000000
Platzer Fastigheter Holding B	12	0.000000	969.600000	8.600000	0.890000	960.999996
HEXPOL B	9	0.000000	1027.800000	6.800000	0.670000	1020.999996
BioGaia B	8	0.170000	936.000000	6.000000	0.650000	930.000000
Sagax A	4	0.000000	860.000000	6.000000	0.700000	854.000000
Biotage	7	0.000000	942.900000	1.900000	0.200000	940.999997
Alimak Group	11	1.320000	929.500000	1.500000	0.160000	927.999996
Clas Ohlson B	12	0.000000	974.400000	1.400000	0.140000	972.999996
Hexatronic Group	12	0.000000	968.160000	1.160000	0.120000	966.999996
Bilia A	8	0.000000	900.000000	0.000000	0.000000	900.000000
Gränges	9	0.000000	927.900000	-0.100000	-0.010000	927.999999
AcadeMedia	8	0.000000	400.800000	-1.200000	-0.300000	402.000000
Byggmax Group	33	0.000000	953.040000	-2.960000	-0.310000	956.000001
ASSA ABLOY B	3	0.000000	775.800000	-3.200000	-0.410000	779.000001
EQT	4	0.000000	828.000000	-4.000000	-0.480000	832.000000
SKF B	5	0.000000	932.000000	-8.000000	-0.850000	940.000000
OX2	13	0.000000	940.550000	-9.450000	-0.990000	949.999999
Addnode Group B	11	0.000000	901.450000	-19.550000	-2.120000	921.000003
Creaspac SPAC	39	0.000000	3697.200000	-20.800000	-0.560000	3717.999987
Nordic Waterproofing Holding	7	0.000000	943.600000	-23.400000	-2.420000	966.999999
VEF	909	0.000000	1818.000000	-32.000000	-1.730000	1850.000436
Latour B	4	0.000000	818.000000	-39.000000	-4.550000	857.000000
Vitec Software Group B	2	0.000000	1042.000000	-45.000000	-4.140000	1087.000000
Bufab	3	0.000000	1053.000000	-56.000000	-5.050000	1109.000001
Indutrade	5	0.000000	1161.000000	-57.000000	-4.680000	1218.000000
Hexagon B	26	0.000000	3390.400000	-70.600000	-2.040000	3461.000010
INVISIO	16	0.000000	3600.000000	-89.000000	-2.410000	3689.000000
BHG Group	97	-1.720000	1331.810000	-127.190000	-8.720000	1458.999989
TOTAL			44813.730000	-242.270000	-7.99507%	45056.000411

Updated:

'2023-07-04 09:00:18.907855'

None

Last optimization/rebalancing:

'2023-06-15'

Next optimization/rebalancing:

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!

AVAN-Live vs backtest and OMXSE30 2023

Walk forward test results - depending on starting day

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %.

Walk forward test results - Distribution of maximal drawdowns

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.